First Trust Enhanced Equity Income Fund (FFA)

20.55 -0.17 (-0.82%) USD  |  NYSE  |  Dec 27, 16:00
20.55 0.00 (0.00%) After-Hours: 18:30
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FFA Max Drawdown (5Y): 44.35% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Eaton Vance Tax-Managed Buy-Write Income Fund 45.03%
Nuveen S&P 500 Dynamic Overwrite Fund 43.80%
Goldman Sachs S&P 500 Core Premium Income ETF --
ProShares S&P 500 High Income ETF --
Natixis Gateway Quality Income ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.306
Beta (5Y) 1.028
Alpha (vs YCharts Benchmark) (5Y) 0.5407
Beta (vs YCharts Benchmark) (5Y) 0.641
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.36%
Historical Sharpe Ratio (5Y) 0.4879
Historical Sortino (5Y) 0.4779
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.68%